Maybe a strange question, but I want to delete multiple emails from a folder (not online), say about 5000 all in. All I can do is to delete one at a time it seems, there's no way to highlight multiple blocks of emails and hit delete to speed the process up?

It is possible by holding the Shift key then selecting the first and last email in the list of emails you want to delete, just as you would in Windows to delete a load of files at once. Just tried it myself to check and it deleted 844 old emails that I really should have cleared out months ago.